Numerical integration

  • #1
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Main Question or Discussion Point

Hi.

Can anyone tell me where to find information on how to evalutate a principal value integral numerically? When I say principal value, I mean an integral where a certain point is excluded from the domain of integration. In my case, the integrand is singular in this point.
 

Answers and Replies

  • #2
Gib Z
Homework Helper
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If the excluded point is at c, between a and b, then split the integral as [tex]\int^b_a f(x) dx = \int^b_{c+t} f(x) dx + \int^{c-t}_a f(x) dx [/tex] and let t --> 0.
 

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